Mondi PLC

10-Year Study

MNDI.LSE · Basic Materials · GB · Common Stock

Executive Summary: Mondi PLC has compounded at -1.3% annually over the last 10 years, with a maximum drawdown of 49.8% and an annualized volatility of 32.3%.

1Y CAGR
-30.2%
3Y CAGR
-9.0%
5Y CAGR
-11.9%
10Y CAGR
-1.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
49.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.21
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +18.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -19.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-6.03.9-4.90.8————————-6.3%
20255.9-2.8-6.52.26.4-1.3-13.63.3-1.7-17.02.14.6-19.6%
2024-8.8-0.4-0.912.12.8-2.70.1-1.9-3.5-11.7-5.10.1-19.7%
20238.1-8.3-5.1-1.3-1.6-3.713.9-2.24.5-3.25.99.314.6%
20220.7-14.5-5.13.91.9-5.46.5-4.2-4.94.95.5-8.7-19.8%
20210.5-0.27.38.2-3.0-0.35.01.3-8.8-0.2-5.86.29.1%
2020-12.81.0-11.62.17.00.2-9.89.112.2-10.813.33.7-1.2%
201912.6-6.0-1.81.6-2.49.10.8-10.0-2.42.54.95.813.2%
2018-2.81.30.75.85.1-1.82.23.2-1.9-12.3-7.3-4.4-13.0%
20175.17.32.65.61.1-0.5-0.96.8-5.1-9.2-3.09.318.8%
2016———0.12.93.69.72.34.8-1.72.32.028.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 32.3%. The dominant macroeconomic risk driver is QQQ.US, accounting for 18.2% of variance. Idiosyncratic stock-specific factors contribute 24.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110009.762091580364
2016-05-0110300.565921273392
2016-06-0110675.548829922684
2016-07-0111708.666219100454
2016-08-0111974.432081862822
2016-09-0112546.483435365206
2016-10-0112337.762640625087
2016-11-0112623.787787000772
2016-12-0112878.89204132304
2017-01-0113535.978499849853
2017-02-0114525.473564334497
2017-03-0114896.533815734609
2017-04-0115730.095298931834
2017-05-0115910.900309240744
2017-06-0115832.289112356126
2017-07-0115682.927944350455
2017-08-0116747.96757453871
2017-09-0115891.942567121407
2017-10-0114433.529787956932
2017-11-0113997.59188304838
2017-12-0115305.407719276063
2018-01-0114877.394685191906
2018-02-0115075.549339083169
2018-03-0115178.588571065493
2018-04-0116058.392433960029
2018-05-0116870.572358971298
2018-06-0116563.68754390846
2018-07-0116935.179520971207
2018-08-0117479.291753520076
2018-09-0117145.188067442126
2018-10-0115030.560767084218
2018-11-0113930.465437390605
2018-12-0113311.152322466613
2019-01-0114989.816259891635
2019-02-0114085.293716121601
2019-03-0113836.753389072972
2019-04-0114059.972528670243
2019-05-0113721.127285560433
2019-06-0114976.108174539791
2019-07-0115089.0569424934
2019-08-0113575.63679800426
2019-09-0113244.109676138927
2019-10-0113579.887227316716
2019-11-0114242.943592549413
2019-12-0115067.51202865131
2020-01-0113142.100433391042
2020-02-0113278.112049887544
2020-03-0111739.483157554516
2020-04-0111986.003814672797
2020-05-0112819.074170150616
2020-06-0112840.32525596187
2020-07-0111586.470884559209
2020-08-0112645.888534374115
2020-09-0114190.920119826678
2020-10-0112663.199990919971
2020-11-0114351.04897137383
2020-12-0114883.370956403876
2021-01-0114952.616782587307
2021-02-0114926.649597768519
2021-03-0116012.931827759918
2021-04-0117328.753151889043
2021-05-0116812.859017810326
2021-06-0116764.356177702524
2021-07-0117602.13308542875
2021-08-0117830.668709107384
2021-09-0116269.92952264189
2021-10-0116229.910569142776
2021-11-0115291.687965663066
2021-12-0116238.803905642802
2022-01-0116354.414097890136
2022-02-0113975.509168442275
2022-03-0113264.06134195823
2022-04-0113784.171961316955
2022-05-0114044.33705872625
2022-06-0113282.10047369958
2022-07-0114144.751992700336
2022-08-0113552.638655273213
2022-09-0112887.024819346148
2022-10-0113520.28256709807
2022-11-0114264.475777379337
2022-12-0113030.31637005063
2023-01-0114079.582632663092
2023-02-0112910.136462435677
2023-03-0112251.843930006133
2023-04-0112089.377183224478
2023-05-0111898.241518791789
2023-06-0111458.62705086927
2023-07-0113049.838431709328
2023-08-0112757.017053587975
2023-09-0113324.96648291984
2023-10-0112902.645438775944
2023-11-0113659.911344551765
2023-12-0114926.875537734466
2024-01-0113611.383046419633
2024-02-0113558.438841816882
2024-03-0113433.29886246122
2024-04-0115063.65301646296
2024-05-0115480.159023548991
2024-06-0115058.694005473264
2024-07-0115078.52792793003
2024-08-0114795.334986761298
2024-09-0114282.724937821427
2024-10-0112614.229359615068
2024-11-0111965.928040984872
2024-12-0111981.005555895588
2025-01-0112689.613751915585
2025-02-0112337.822042681863
2025-03-0111533.728222649092
2025-04-0111792.697853665792
2025-05-0112547.305517400931
2025-06-0112380.770790481201
2025-07-0110694.613707894416
2025-08-0111047.721809136312
2025-09-0110862.090381714435
2025-10-019018.505119661731
2025-11-019207.318800125126
2025-12-019633.740707688525
2026-01-019058.813658187624
2026-02-019410.982994782273
2026-03-018948.495552748336
2026-04-019022.748123717089
Annual Return Matrix
YearAnnual Return
20170.18841028173598606
2018-0.1302974369181834
20190.13194648093841632
2020-0.012221066881996423
20210.0910702926917053
2022-0.1975815185795341
20230.14554974060667947
2024-0.1973534229847267
2025-0.19591551287212483
2026-0.06342215371063642
Total Factor Risk
0.3225022343486304
VTI.US Exposure
-0.12524518049320008
VEA.US Exposure
0.15252229486783006
VWO.US Exposure
0.09191424751462197
QQQ.US Exposure
0.1820611688180159
VTV.US Exposure
0.15344727001574948
IJR.US Exposure
0.05287308726652224
QUAL.US Exposure
0.004873847602249272
SHV.US Exposure
0.1626530243154636
TLT.US Exposure
-0.0015753327996734737
LQD.US Exposure
0.004375947484367292
HYG.US Exposure
0.04544242456253529
GLD.US Exposure
0.004577194369749184
USO.US Exposure
0.0081453440654405
VNQ.US Exposure
-0.002575325754741117
BTC-USD.CC Exposure
-0.0019590510552642574
CPER.US Exposure
0.02559151998120104
VIX.INDX Exposure
-0.02009046238334324
UUP.US Exposure
-0.003114763505805052
TIP.US Exposure
0.023996551315668493
Idiosyncratic Exposure
0.24208619381261295
Value Score
39.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
40.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →25.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.35%
Market Cap$3.7B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$0.450.00%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-8.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
29.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.65
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Mondi PLC a high-risk investment?

Mondi PLC (MNDI.LSE) has an annualized volatility of 32.3% and experienced a maximum drawdown of 49.8% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of MNDI.LSE?

Over the past 10 years, MNDI.LSE has generated a Compound Annual Growth Rate (CAGR) of -1.3%. It has had a positive return in 40% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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